Shyness is a branch of emaan

Narrated Abu Huraira Radhiyallahu anh:
The Prophet Sallallahu alihiwassalam said, "Faith (Belief) consists of more than sixty branches (i.e. parts). And "Haya" is a part of faith." (Sahih Bukhari)

Lessons:
-Emaan consists of many branches. It is not only the six pillars (namely, Belief in Allah, His Books, His angels, His Mesengers, Qadar (decree of Allah that good and evil are from Allah) and The Hereafter)
-Some actions are also part of emaan. Emaan is not just beliefs.
- Haya means shyness, bashfulness, modesty, self respect, scruple etc. Some of the actions that a person with "haya" will have are:
1. Lowering gaze in front of the opposite sex.
2. Avoiding mixed gatherings
3. Lowering your voice. When you laugh, you laugh softly, when you talk, you talk softly.
4. Hijab: a hijabi proves that she has self respect, and is modest.
5. A strong conscience if you do wrong, or if you have to fulfill your duties.
6. Shyness and guilt to committ wrong.

And Allah knows Best...